[R] Query regarding auto arima

2011-06-15 Thread siddharth arun
I am using AUTO ARIMA for forecasting. But it is not detecting 'seasonality term' of its own for any data. Is there any other method by which we can detect seasonality and its frequency for any data? Is there any method through which seasonality and its frequency can be automatically detected

Re: [R] Query regarding auto arima

2011-06-15 Thread Achim Zeileis
On Wed, 15 Jun 2011, siddharth arun wrote: I am using AUTO ARIMA for forecasting. I assume you mean function auto.arima() from package forecast. But it is not detecting 'seasonality term' of its own for any data. Yes, it does so, if you supply a time series object with a frequency 1. Is